Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'819'140 CHF | 1'829'140 CHF | 100.00% | 100.00% |
12.07.2024 | 0.54% | 1.81 CHF | 1.82 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'856'130 CHF | 1'866'130 CHF | 100.00% | 100.00% |
11.07.2024 | 0.52% | 1.84 CHF | 1.85 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'916'570 CHF | 1'926'570 CHF | 71.58% | 71.58% |
10.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'981'490 CHF | 1'991'490 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 1'000'000 | 1'000'000 | 999'881 | 999'881 | 1'960'770 CHF | 1'970'770 CHF | 100.00% | 100.00% |
08.07.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'946'610 CHF | 1'956'610 CHF | 100.00% | 100.00% |
05.07.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'950'290 CHF | 1'960'290 CHF | 100.00% | 100.00% |
04.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'968'710 CHF | 1'978'710 CHF | 100.00% | 100.00% |
03.07.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'998'190 CHF | 2'008'190 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'994'260 CHF | 2'004'260 CHF | 100.00% | 100.00% |